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Stochastic stagewise Stackleberg strategies for linear quadratic systems

  • Part II: Research Reports
  • Conference paper
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Stochastic Control Theory and Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 16))

Abstract

This paper obtains a set of stagewise Stackelberg strategies for discrete-time linear stochastic systems that involve two controllers, two quadratic objective functionals and the one-step-delay information sharing pattern. The optimal strategies are linear and they can be implemented recursively, with the off-line computations requiring the solution of a Liapunov-type equation, at each stage, and appropriate updating.

On leave from Marmara Research Institute, Applied Mathematics Division, Gebze-Kocaeli, Turkey

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References

  1. CRUZ, Jr., J.B., "Stackelberg Strategies in Multi-level Systems", in Directions in large-Scale Systems, edt. Y.C.Ho and S.K. Mitter, Plenum Press 1975.

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Author information

Authors and Affiliations

  1. Departement of Applied Mathematics, Twente University of Technology, P.O. Box 217, 7500 AE, Enschede, The Netherlands

    Tamer Basar

Authors
  1. Tamer Basar
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Editor information

M. Kohlmann W. Vogel

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© 1979 Springer-Verlag

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Basar, T. (1979). Stochastic stagewise Stackleberg strategies for linear quadratic systems. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009386

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  • DOI: https://doi.org/10.1007/BFb0009386

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09480-7

  • Online ISBN: 978-3-540-35211-2

  • eBook Packages: Springer Book Archive

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